@article{MagdziarzMetzlerSzczotkaetal.2012,
  author    = {Magdziarz, Marcin and Metzler, Ralf and Szczotka, Wladyslaw and Zebrowski, Piotr},
  title     = {Correlated continuous-time random walks-scaling limits and Langevin picture},
  series = {Journal of statistical mechanics: theory and experiment},
  journal   = {Journal of statistical mechanics: theory and experiment},
  publisher = {IOP Publ. Ltd.},
  address   = {Bristol},
  issn      = {1742-5468},
  doi       = {10.1088/1742-5468/2012/04/P04010},
  pages     = {18},
  year      = {2012},
  abstract  = {In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.},
  language  = {en}
}
@article{MagdziarzMetzlerSzczotkaetal.2012,
  author    = {Magdziarz, Marcin and Metzler, Ralf and Szczotka, Wladyslaw and Zebrowski, Piotr},
  title     = {Correlated continuous-time random walks in external force fields},
  series = {Physical review : E, Statistical, nonlinear and soft matter physics},
  volume    = {85},
  journal   = {Physical review : E, Statistical, nonlinear and soft matter physics},
  number    = {5},
  publisher = {American Physical Society},
  address   = {College Park},
  issn      = {1539-3755},
  doi       = {10.1103/PhysRevE.85.051103},
  pages     = {5},
  year      = {2012},
  abstract  = {We study the anomalous diffusion of a particle in an external force field whose motion is governed by nonrenewal continuous time random walks with correlated waiting times. In this model the current waiting time T-i is equal to the previous waiting time Ti-1 plus a small increment. Based on the associated coupled Langevin equations the force field is systematically introduced. We show that in a confining potential the relaxation dynamics follows power-law or stretched exponential pattern, depending on the model parameters. The process obeys a generalized Einstein-Stokes-Smoluchowski relation and observes the second Einstein relation. The stationary solution is of Boltzmann-Gibbs form. The case of an harmonic potential is discussed in some detail. We also show that the process exhibits aging and ergodicity breaking.},
  language  = {en}
}